0
votes
1answer
123 views

Determining computational complexity of stochastic processes

I have an program which implements a Markov chain Monte Carlo process on a system of N bits, stopping when the process converges. Let's use T to denote the average number of steps made by the Markov ...
1
vote
0answers
84 views

Solving a non-linear inequality related to geometric Brownian motion

Consider the non linear inequality $$\sum_{i=1}^{n}a_{i}u^{\sum\limits_{j=1}^{i}y_j} > c$$ $$y_j \in \{0,1\}, j=1,2,\dots,n$$ $$a_i \in \mathbb{R}, i=1,2,\dots,n$$ $$n \in \mathbb{N}, u>0, c ...